+15.4%
IWM vs EL
+22.5%
-7.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.4% |
| 7D | +2.8% | +2.7% | +0.1% | +2.4% |
| 30D | +0.6% | +10.8% | -10.2% | -0.8% |
| 3M | -7.8% | +26.5% | -34.2% | -10.9% |
| 6M | -1.0% | +31.1% | -32.1% | -5.1% |
| YTD | +13.9% | +6.6% | +7.3% | +9.5% |
| 1Y | +15.4% | +21.8% | -6.4% | +7.3% |
| All | +15.4% | +22.5% | -7.0% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling